-1.8%
BA vs EME
+242.1%
-243.8%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.7% | -0.9% | +0.4% |
| 7D | +1.2% | +1.9% | -0.7% | +0.7% |
| 30D | -11.6% | -8.3% | -3.4% | -9.7% |
| 3M | -2.4% | -10.7% | +8.4% | 0.0% |
| 6M | -6.6% | +1.9% | -8.5% | -8.0% |
| YTD | -2.2% | +23.5% | -25.7% | -9.2% |
| 1Y | -8.0% | +18.0% | -26.0% | -14.0% |
| All | -1.8% | +242.1% | -243.8% | -32.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EME.
Daily Out/Under-Performance
Portfolio return minus EME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EME return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded EME wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling